Chart of the month: Big October for Graham Capital's K4

by

15 Dec 2008

In October, Graham Capital Management's K4 systematic global macro trading program posted the spectacular return of 11.75% to bring its gains to 27.83% for the year so far. The $1.1 billion program outshines the Absolute Return Managed Futures Index, which returned 3.37% in October and is up 12.21% on the year.

K4 profited from commodities, fixed income, equity indices and currencies while executing more than 20,000 trades for the month. The program was nominated for an Absolute Return award in November for its 12-month performance ended September.

K4 follows a multistrategy approach comprising more than 25 component trading systems across

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